Anic Equity

Anic Portfolio

Today

Return: -0.082 %

This Week

Return: -0.082 %

Total portfolio value

Return including deposits: 61.033 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	6	0.310000	935.160000	23.160000	2.540000	912.000000
Sandvik	4	-0.540000	810.400000	-37.600000	-4.430000	848.000000
Hexagon B	26	-0.040000	3303.300000	-116.700000	-3.410000	3420.000012
TOTAL			5048.860000	-131.140000	-7.40021%	5180.000012

Updated:

'2023-06-26 09:07:56.559871'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.